Multi-resolution Tensor Learning for Large-Scale Spatial Data

High-dimensional tensor models are notoriously computationally expensive to train. We present a meta-learning algorithm, MMT, that can significantly speed up the process for spatial tensor models. MMT leverages the property that spatial data can be viewed at multiple resolutions, which are related by coarsening and finegraining from one resolution to another. Using this property, MMT learns a tensor model by starting from a coarse resolution and iteratively increasing the model complexity. In order to not "over-train" on coarse resolution models, we investigate an information-theoretic fine-graining criterion to decide when to transition into higher-resolution models. We provide both theoretical and empirical evidence for the advantages of this approach. When applied to two real-world large-scale spatial datasets for basketball player and animal behavior modeling, our approach demonstrate 3 key benefits: 1) it efficiently captures higher-order interactions (i.e., tensor latent factors), 2) it is orders of magnitude faster than fixed resolution learning and scales to very fine-grained spatial resolutions, and 3) it reliably yields accurate and interpretable models

Stochastic Yield Analysis of Rare Failure Events in High-Dimensional Variation Space

As semiconductor industry kept shrinking the feature size to nanometer scale, circuit reliability has become an area of growing concern due to the uncertainty introduced by process variations. For highly-replicated standard cells, the failure event for each individual component must be extremely rare in order to maintain sufficiently high yield rate. Existing yield analysis approaches works fine at low dimension, but less effective either when there are a large amount of circuit parameters, or when the failure samples are distributed in multiple regions. In this thesis, four novel high sigma analysis approaches have been proposed. First, we propose an adaptive importance sampling (AIS) algorithm. AIS has several iterations of sampling region adjustments, while existing methods pre-decide a static sampling distribution. At each iteration, AIS generates samples from current proposed distribution. Next, AIS carefully assigns weight to each sample based on its tilted occurrence probability between failure region and current failure region distribution. Then we design two adaptive frameworks based on Resampling and population Metropolis-Hastings (MH) to iteratively search for failure regions. Second, we develop an Adaptive Clustering and Sampling (ACS) method to estimate the failure rate of high-dimensional and multi-failure-region circuit cases. The basic idea of the algorithm is to cluster failure samples and build global sampling distribution at each iteration. Specifically, in clustering step, we propose a multi-cone clustering method, which partitions the parametric space and clusters failure samples. Then global sampling distribution is constructed from a set of weighted Gaussian distributions. Next, we calculate importance weight for each sample based on the discrepancy between sampling distribution and target distribution. Failure probability is updated at the end of each iteration. This clustering and sampling procedure proceeds iteratively until all the failure regions are covered.Moreover, two meta-model based approaches are proposed for high sigma analysis. The Low-Rank Tensor Approximation (LRTA) formulate the meta-model in tensor space by representing a multi-way tensor into a finite sum of rank-one tensor. The polynomial degree of our LRTA model grows linearly with circuit dimension, which makes it especially promising for high-dimensional circuit problems. Then we solve our LRTA model efficiently with a robust greedy algorithm, and calibrate iteratively with an adaptive sampling method. The meta-model based importance sampling (MIS) method utilizes Gaussian Process meta-model to construct quasi-optimal importance sampling distribution, and performs Markov Chain Monte Carlo (MCMC) simulation to generate new samples from the proposed distribution. By updating our global Importance Sampling estimator in an iterated framework, MIS leads to better efficiency and higher accuracy than traditional importance sampling methods. Experiment results validate that the proposed approaches are 3 orders faster than Monte Carlo, and more accurate than both academia solutions such as importance sampling and classification based methods, and industrial solutions such as mixture IS used by Intel

Fast and Guaranteed Tensor Decomposition via Sketching

Tensor CANDECOMP/PARAFAC (CP) decomposition has wide applications in statistical learning of latent variable models and in data mining. In this paper, we propose fast and randomized tensor CP decomposition algorithms based on sketching. We build on the idea of count sketches, but introduce many novel ideas which are unique to tensors. We develop novel methods for randomized computation of tensor contractions via FFTs, without explicitly forming the tensors. Such tensor contractions are encountered in decomposition methods such as tensor power iterations and alternating least squares. We also design novel colliding hashes for symmetric tensors to further save time in computing the sketches. We then combine these sketching ideas with existing whitening and tensor power iterative techniques to obtain the fastest algorithm on both sparse and dense tensors. The quality of approximation under our method does not depend on properties such as sparsity, uniformity of elements, etc. We apply the method for topic modeling and obtain competitive results.Comment: 29 pages. Appeared in Proceedings of Advances in Neural Information Processing Systems (NIPS), held at Montreal, Canada in 201

Multi-Layer Potfit: An Accurate Potential Representation for Efficient High-Dimensional Quantum Dynamics

The multi-layer multi-configuration time-dependent Hartree method (ML-MCTDH) is a highly efficient scheme for studying the dynamics of high-dimensional quantum systems. Its use is greatly facilitated if the Hamiltonian of the system possesses a particular structure through which the multi-dimensional matrix elements can be computed efficiently. In the field of quantum molecular dynamics, the effective interaction between the atoms is often described by potential energy surfaces (PES), and it is necessary to fit such PES into the desired structure. For high-dimensional systems, the current approaches for this fitting process either lead to fits that are too large to be practical, or their accuracy is difficult to predict and control. This article introduces multi-layer Potfit (MLPF), a novel fitting scheme that results in a PES representation in the hierarchical tensor (HT) format. The scheme is based on the hierarchical singular value decomposition, which can yield a near-optimal fit and give strict bounds for the obtained accuracy. Here, a recursive scheme for using the HT-format PES within ML-MCTDH is derived, and theoretical estimates as well as a computational example show that the use of MLPF can reduce the numerical effort for ML-MCTDH by orders of magnitude, compared to the traditionally used Potfit representation of the PES. Moreover, it is shown that MLPF is especially beneficial for high-accuracy PES representations, and it turns out that MLPF leads to computational savings already for comparatively small systems with just four modes.Comment: Copyright (2014) American Institute of Physics. This article may be downloaded for personal use only. Any other use requires prior permission of the author and the American Institute of Physic

Transferable atomic multipole machine learning models for small organic molecules

Accurate representation of the molecular electrostatic potential, which is often expanded in distributed multipole moments, is crucial for an efficient evaluation of intermolecular interactions. Here we introduce a machine learning model for multipole coefficients of atom types H, C, O, N, S, F, and Cl in any molecular conformation. The model is trained on quantum chemical results for atoms in varying chemical environments drawn from thousands of organic molecules. Multipoles in systems with neutral, cationic, and anionic molecular charge states are treated with individual models. The models' predictive accuracy and applicability are illustrated by evaluating intermolecular interaction energies of nearly 1,000 dimers and the cohesive energy of the benzene crystal.Comment: 11 pages, 6 figure

Online and Differentially-Private Tensor Decomposition

In this paper, we resolve many of the key algorithmic questions regarding robustness, memory efficiency, and differential privacy of tensor decomposition. We propose simple variants of the tensor power method which enjoy these strong properties. We present the first guarantees for online tensor power method which has a linear memory requirement. Moreover, we present a noise calibrated tensor power method with efficient privacy guarantees. At the heart of all these guarantees lies a careful perturbation analysis derived in this paper which improves up on the existing results significantly.Comment: 19 pages, 9 figures. To appear at the 30th Annual Conference on Advances in Neural Information Processing Systems (NIPS 2016), to be held at Barcelona, Spain. Fix small typos in proofs of Lemmas C.5 and C.